Volume 67 Issue 2 (April 2012)

ARTICLES

Rollover Risk and Credit Risk (pages 391-430)

  • Author(s): ZHIGUO HE, WEI XIONG
  • Article first published online: Mar 27, 2012
  • DOI: 10.1111/j.1540-6261.2012.01721.x

Are Stocks Really Less Volatile in the Long Run? (pages 431-478)

  • Author(s): ĽUBOŠ PÁSTOR, ROBERT F. STAMBAUGH
  • Article first published online: Mar 27, 2012
  • DOI: 10.1111/j.1540-6261.2012.01722.x

The Secondary Market for Hedge Funds and the Closed Hedge Fund Premium (pages 479-512)

  • Author(s): TARUN RAMADORAI
  • Article first published online: Mar 27, 2012
  • DOI: 10.1111/j.1540-6261.2012.01723.x

Hedge Funds and Chapter 11 (pages 513-560)

  • Author(s): WEI JIANG, KAI LI, WEI WANG
  • Article first published online: Mar 27, 2012
  • DOI: 10.1111/j.1540-6261.2012.01724.x

Don't Believe the Hype: Local Media Slant, Local Advertising, and Firm Value (pages 561-598)

  • Author(s): UMIT G. GURUN, ALEXANDER W. BUTLER
  • Article first published online: Mar 27, 2012
  • DOI: 10.1111/j.1540-6261.2012.01725.x

Selective Publicity and Stock Prices (pages 599-638)

  • Author(s): DAVID H. SOLOMON
  • Article first published online: Mar 27, 2012
  • DOI: 10.1111/j.1540-6261.2012.01726.x

Individual Investor Trading and Return Patterns around Earnings Announcements (pages 639-680)

  • Author(s): RON KANIEL, SHUMING LIU, GIDEON SAAR, SHERIDAN TITMAN
  • Article first published online: Mar 27, 2012
  • DOI: 10.1111/j.1540-6261.2012.01727.x

Carry Trades and Global Foreign Exchange Volatility (pages 681-718)

  • Author(s): LUKAS MENKHOFF, LUCIO SARNO, MAIK SCHMELING, ANDREAS SCHRIMPF
  • Article first published online: Mar 27, 2012
  • DOI: 10.1111/j.1540-6261.2012.01728.x

A Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices (pages 719-760)

  • Author(s): SHANE A. CORWIN, PAUL SCHULTZ
  • Article first published online: Mar 27, 2012
  • DOI: 10.1111/j.1540-6261.2012.01729.x

Share Issuance and Factor Timing (pages 761-798)

  • Author(s): ROBIN GREENWOOD, SAMUEL G. HANSON
  • Article first published online: Mar 27, 2012
  • DOI: 10.1111/j.1540-6261.2012.01730.x

MISCELLANEA

MISCELLANEA (pages 799-800)

  • Article first published online: Mar 27, 2012
  • DOI: 10.1111/j.1540-6261.2012.01731.x

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